On the global Gaussian Lipschitz space

Journal article, 2017

A Lipschitz space is defined in the Ornstein-Uhlenbeck setting, by means of a bound for the gradient of the Ornstein-Uhlenbeck Poisson integral. This space is then characterized with a Lipschitz-type continuity condition. These functions turn out to have at most logarithmic growth at infinity. The analogous Lipschitz space containing only bounded functions was introduced by Gatto and Urbina and has been characterized by the authors.